+579.4%
ADI vs CSGP
+63.3%
+516.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +2.3% |
| 7D | -12.8% | +1.3% | -14.1% | -13.4% |
| 30D | -11.3% | +10.7% | -22.0% | -16.2% |
| 3M | -3.4% | +3.3% | -6.6% | -7.2% |
| 6M | -12.0% | -10.3% | -1.7% | -12.8% |
| YTD | +35.3% | -54.6% | +89.8% | +77.3% |
| 1Y | +58.1% | -54.6% | +112.7% | +106.9% |
| 3Y | +127.4% | -60.3% | +187.7% | +209.0% |
| 5Y | +114.6% | -63.3% | +177.9% | +192.7% |
| All | +579.4% | +63.3% | +516.1% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling